← Backtests

EMA50/200 ATR1.5 RR- XAUUSDm M15

XAUUSDm M15 · 2022-06-06 2026-08-29 · 99,798 bars

Return
-22.9%
$-2,286
Expectancy
+0.037R
Profit Factor
0.93
Max Drawdown
59.6%
$6,233
Return / DD
-0.38
ยิ่งสูงยิ่งดี
Win Rate
12.2%
66W / 475L
เทียบ Buy & Hold
strategy -22.9%buy & hold 151.8%ส่วนต่าง -174.7%
Equity Curve
Drawdown (%)
Drawdown หนักสุด 59.62% เมื่อ 2025-03-26 · แสดง 542 จาก 542 จุด
แยกตามปี
LabelNWRNetPFExp
2022838.4%-3,504.320.45-0.496R
202311213.4%1,175.971.18+0.241R
202414610.3%-2,910.300.59-0.298R
202511914.3%1,286.221.24+0.321R
20268114.8%1,666.801.33+0.492R
Long vs Short
LabelNWRNetPFExp
buy27415.3%3,631.561.25+0.434R
sell2679.0%-5,917.190.62-0.369R
Exit Reason
LabelNWRNetPFExp
SIGNAL7884.6%27,552.1055.27+6.324R
SL4630.0%-29,837.730.00-1.022R
Config
balance $10,000 · risk 1% · spread 197pt · commission 0/lot · slippage 0pt
{
  "rr": 0,
  "fast": 50,
  "name": "ema_cross",
  "slow": 200,
  "atr_mult": 1.5,
  "atr_period": 14,
  "exit_on_cross": true
}